+503.8%
APP vs DRI
+88.1%
+415.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.3% | -2.5% |
| 7D | +10.6% | -0.3% | +10.9% | +10.7% |
| 30D | +44.6% | +10.8% | +33.7% | +37.9% |
| 3M | +29.6% | +0.9% | +28.7% | +28.5% |
| 6M | -19.8% | +16.3% | -36.1% | -26.3% |
| YTD | -41.6% | +27.8% | -69.4% | -50.1% |
| 1Y | -32.7% | +33.9% | -66.5% | -44.2% |
| 3Y | +799.0% | +67.2% | +731.8% | +505.7% |
| 5Y | +250.4% | +79.0% | +171.4% | +109.8% |
| All | +503.8% | +88.1% | +415.7% | +238.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DRI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling